Replacing hard drive to do power test of new PSU

I determined that my PSU was probably bad since none of the 4 LED lights worked on my iMac with the power cord plugged in. I removed the PSU, and then also removed the hard drive. I wasn't initially going to replace the PSU, but later changed my mind and ordered a replacement. Now....I'm wondering when I get the replacement installed, would it hurt anything to plug in the computer to test the LED lights prior to replacing the internal hard drive? If the PSU doesn't work, or causes further problems, I don't want anything to happen to the data on my hard drive. Plus, if the PSU doesn't work, I'm just going to send it back, so I'd like to avoid reinstalling the hard drive until I know for certain that the PSU is working.